+220.4%
CAT vs NVTS
-31.5%
+251.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +11.3% | -4.1% | +6.3% |
| 7D | -2.4% | +20.8% | -23.2% | -3.9% |
| 30D | -25.0% | -11.1% | -13.9% | -24.6% |
| 3M | -28.7% | -31.0% | +2.3% | -27.0% |
| 6M | -33.0% | -47.4% | +14.4% | -30.9% |
| YTD | +5.4% | +34.2% | -28.7% | +1.2% |
| 1Y | +7.3% | +22.2% | -14.9% | +3.3% |
| 3Y | +166.0% | +68.4% | +97.7% | +136.6% |
| 5Y | +210.1% | -39.0% | +249.1% | +167.7% |
| All | +220.4% | -31.5% | +251.9% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling